Characterizing the feedback linking human behavior and the transmission of infectious diseases (i.e., behavioral changes) remains a significant challenge in computational and mathematical epidemiology. Existing behavioral epidemic models often lack real-world data calibration and cross-model performance evaluation in both retrospective analysis and forecasting. In this study, we systematically compare the performance of three mechanistic behavioral epidemic models across nine geographies and two modeling tasks during the first wave of COVID-19, using various metrics. The first model, a Data-Driven Behavioral Feedback Model, incorporates behavioral changes by leveraging mobility data to capture variations in contact patterns. The second and third models are Analytical Behavioral Feedback Models, which simulate the feedback loop either through the explicit representation of different behavioral compartments within the population or by utilizing an effective nonlinear force of infection. Our results do not identify a single best model overall, as performance varies based on factors such as data availability, data quality, and the choice of performance metrics. While the Data-Driven Behavioral Feedback Model incorporates substantial real-time behavioral information, the Analytical Compartmental Behavioral Feedback Model often demonstrates superior or equivalent performance in both retrospective fitting and out-of-sample forecasts. Overall, our work offers guidance for future approaches and methodologies to better integrate behavioral changes into the modeling and projection of epidemic dynamics.